[Solved] Q1. i. What is the value at risk? Discuss

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Q1. i. What is the value at risk? Discuss stock performance measurement indices. ii. Patrick stock has an average return of 15% and an average

Q1.

i. What is the value at risk? Discuss stock performance measurement indices.

ii. Patrick stock has an average return of 15% and an average standard deviation of 13%. The average risk-free rate is 8%. What is the Sharpe index for Patrick stock? a If it has a beta of 1.8. What is the Treynor index for Patrick stock?

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